I either say “You’ve got the wrong number” or “STOP CALLING ME! WHOEVER “JEAN” IS, SHE HASN’T HAD THIS PHONE NUMBER IN YEARS AND SHE’S NEVER GONNA PAY YOU THE MONEY I’M SURE SHE OWES YOU”, on my personal phone.
At work, I say, “Sorry, there’s no one here by that name, are you sure you have the right number?” or “I think you must have the wrong number.”
When I receive a strange phone call, I, first, tend to ask what phone number they were trying to call, and, afterwards, either confirm incorrectness or correctness of the number. I try for politeness, but sometimes it is a futile thing to try for.
I say ‘I think you’ve called the wrong number’ - I say that because it is indeed what I think - it doesn’t indicate uncertainty so much as offers my opinion in a non-threatening way.
I had to think about it all day. I’m pretty sure I say: I’m sorry, but I believe you have dialed the wrong number.
When I answered hello to a call, a guy asks…Kowloon Kitchen?
I laughed, and said no, you’ve dialed wrong.
He calls back seconds later and repeats…Kowloon Kitchen?
I tell him again that he has dialed wrong.
The phone rings again…he asks Kowloon Kitchen?
And I then took his order and said it’ll be ready in fifteen minutes.
Was I bad? 
Forgot to add: Sometimes people argue that they have the correct number. Then I ask what area code(Maine only has one, 207) they thought they dialled. My brother(call him John) got a call once that went something like:
Him: Hello?
Caller: Is this John?
Him: Yes, it is.
Caller: …blah blah blah plumbing blah blah pipes…
Him: Uh, I think you have the wrong number.
Caller: Is this John? At # xxx-xxxx?
Him: Yes…
Caller: Well, then aren’t you my plumber?? 
The guy thought he had called John the plumber somewhere in Wyoming(307).
I say, “There’s noone here by that name.” It seems to get me off the phone faster. It seems the caller knows that the phone number is old and whoever their calling probably has a new number by now, but he’s going to dial it and see, just in case.
Ditto.